After deleting data from the history (by clicking the little X in the corner), it is not fully deleted from the system. In order to permanently remove it, you can go into the history options (the little wheel in the top right) and select 'include deleted datasets' to see the items you have deleted, and click 'permanently remove from disk' to delete them individually. Alternately, if you're sure you want to erase all the files you have deleted, you can select 'purge deleted datasets' from the history options drop down menu.

I have already done everything you are saying but nothing worked, I still have lots of memory occupied and that means I have to stop making analysis given that I got an error for the insufficient space.

Hello,
In addition to checking datasets within the active history, be sure to check all histories. You will be most likely looking for histories that are deleted, but not permanently deleted. Details are on this wiki: http://wiki.galaxyproject.org/Learn/ManagingDatasets

If you are still having problems after going through the process, send an email to galaxy-bugs@bx,psu.edu with your account's email address and a link to this post for us to examine.